+2,292.4%
ALL vs IRM
+9,964.6%
-7,672.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.8% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -1.5% | -8.1% | +6.6% | +0.5% |
| 3M | +23.6% | -9.7% | +33.3% | +26.3% |
| 6M | +22.3% | +10.0% | +12.3% | +17.9% |
| YTD | +26.5% | +43.0% | -16.5% | +12.9% |
| 1Y | +27.0% | +32.7% | -5.7% | +15.0% |
| 3Y | +149.6% | +102.7% | +46.9% | +96.8% |
| 5Y | +118.1% | +187.6% | -69.5% | +53.5% |
| 10Y | +369.0% | +420.1% | -51.1% | +170.3% |
| All | +2,292.4% | +9,964.6% | -7,672.2% | +729.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling